Goldman Sachs Call 190 ROST 20.03.2026
/ DE000GG79Y04
Goldman Sachs Call 190 ROST 20.03.../ DE000GG79Y04 /
| 12/11/2024 18:06:48 |
Chg.-0.060 |
Bid21:06:08 |
Ask21:06:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-12.00% |
0.450
Bid Size: 10,000 |
0.480
Ask Size: 10,000 |
Ross Stores Inc |
190.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG79Y0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
03/05/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-4.47 |
| Time value: |
0.54 |
| Break-even: |
183.60 |
| Moneyness: |
0.75 |
| Premium: |
0.38 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.07 |
| Spread %: |
14.83% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
6.30 |
| Rho: |
0.39 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-2.22% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.460 |
| 1M High / 1M Low: |
0.650 |
0.400 |
| 6M High / 6M Low: |
1.120 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.493 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.96% |
| Volatility 6M: |
|
150.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
